We’ve just released three new tutorials that will help you learn how to use specific features of SQL Server in Windows Azure Virtual Machines:

• Tutorial 1: Connect to SQL Server in the same cloud service: Demonstrates how to connect to SQL Server in the same cloud service within the Windows Azure Virtual Machine environment.
• Tutorial 2: Connect to SQL Server in a different cloud service: Demonstrates how to connect to SQL Server in a different cloud service within the Windows Azure Virtual Machine environment.
• Tutorial 3: Connect ASP.NET application to SQL Server in Windows Azure via Virtual Network: Demonstrates how to connect an ASP.NET application (a Web role, platform-as-a-service) to SQL Server in a Windows Azure Virtual Machine (infrastructure-as-a-service) via Windows Azure Virtual Network.

Go and check them out at Tutorials for SQL Server in Windows Azure Virtual Machines  in the MSDN library.